+805.4%
RIOT vs QLD
+1,893.9%
-1,088.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | +14.8% | +0.6% | +14.2% | +14.6% |
| 30D | +1.4% | -0.1% | +1.5% | +1.5% |
| 3M | -20.6% | -8.4% | -12.3% | -13.8% |
| 6M | +31.9% | +32.2% | -0.3% | +3.8% |
| YTD | +72.1% | +28.9% | +43.2% | +40.1% |
| 1Y | +65.7% | +43.8% | +21.8% | +23.7% |
| 3Y | +97.5% | +176.6% | -79.1% | -16.6% |
| 5Y | -36.7% | +121.6% | -158.3% | -65.7% |
| 10Y | +550.1% | +1,652.9% | -1,102.8% | +56.8% |
| All | +805.4% | +1,893.9% | -1,088.5% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling